-28.3%
BABA vs LTH
+142.9%
-171.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | +11.6% | +4.5% | +7.2% | +10.4% |
| 30D | +2.3% | +16.3% | -14.1% | -1.6% |
| 3M | -13.7% | +8.4% | -22.1% | -15.8% |
| 6M | -21.9% | +40.3% | -62.2% | -29.1% |
| YTD | -24.6% | +77.3% | -101.9% | -36.2% |
| 1Y | -34.1% | +88.0% | -122.1% | -45.2% |
| 3Y | +36.3% | +274.3% | -238.0% | -11.2% |
| All | -28.3% | +142.9% | -171.2% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling